-3.3%
LVS vs SU
+267.2%
-270.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -3.5% | +2.2% | -5.7% | -4.3% |
| 30D | -6.2% | +8.4% | -14.7% | -9.2% |
| 3M | -14.8% | +12.1% | -26.9% | -18.8% |
| 6M | -20.9% | +19.7% | -40.5% | -27.2% |
| YTD | -33.0% | +58.4% | -91.5% | -44.9% |
| 1Y | -20.0% | +67.2% | -87.3% | -35.8% |
| 3Y | -6.9% | +125.0% | -132.0% | -35.1% |
| 5Y | +9.1% | +355.1% | -346.0% | -46.2% |
| All | -3.3% | +267.2% | -270.5% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling